clayford
Clay Ford
Recently Published
VarCov Matrices for Random Effects
In this note I show how to suppress estimation of covariance random effects when estimating random effects for a categorical predictor.
Albemarle Homes Report - 2022
Project for PhD Plus, session 5, 2022.
From Probabilities to Log-Odds for Simulation
How to transform probabilities to model coefficient log-odds.
Albemarle County Real Estate Data
Simple example of an R Markdown report
Normality is for residuals
Demonstrating that the normality assumption for linear models is for the error term (residuals), not the independent or dependent variables.
Calculating ratio of non-zero probabilities in a hurdle model
A note to accompany a blog post on hurdle models